Foreign Exchange Options - Articles - Scientific Research Publishing

A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method (Articles)

Chi-Fai Lo

Journal of Mathematical Finance Vol.4 No.3, May 6, 2014

DOI: 10.4236/jmf.2014.43016 7,158 Downloads 10,012 Views Citations
L^∞-Asymptotic Behavior of the Variational Inequality Related to American Options Problem (Articles)

Djaber Chemseddine Benchettah, Mohamed Haiour

Applied Mathematics Vol.5 No.8, May 15, 2014

DOI: 10.4236/am.2014.58122 2,668 Downloads 4,297 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,125 Downloads 6,404 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11, November 20, 2015

DOI: 10.4236/jss.2015.311005 3,398 Downloads 4,638 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1, January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,456 Downloads 8,465 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,646 Downloads 5,467 Views Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options (Articles)

Zhigang Tong, Allen Liu

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72024 1,579 Downloads 3,378 Views Citations
This article belongs to the Special Issue on Option Pricing
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7, July 13, 2017

DOI: 10.4236/me.2017.87061 2,495 Downloads 4,541 Views Citations
This article belongs to the Special Issue on Financial Investment
Saudi Arabia, Breast Plastic Surgery, Breast Construction (Articles)

Bassam Ahmed ALmutlaq, Mohammad Al-Qattan, Raed Dawood Almansour, Awad Nafel Al Harbi, Ali Dawood Almansour, Omar Abdullah AL-Noqaidan, Abdul Rahman Ali Al-Sogair, Abdullah Abdulaziz Bin Jariyd, Hussain Gadelkarim Ahmed

Modern Plastic Surgery Vol.7 No.4, October 31, 2017

DOI: 10.4236/mps.2017.74006 1,573 Downloads 4,129 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2, March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,257 Downloads 2,942 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 1,022 Downloads 2,284 Views Citations
Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties (Articles)

Philip Ajibola Bankole, Olabisi O. Ugbebor

American Journal of Computational Mathematics Vol.9 No.3, August 30, 2019

DOI: 10.4236/ajcm.2019.93011 692 Downloads 1,859 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,047 Downloads 2,596 Views Citations
Treatment Options for Pin Site Infection during Kirschner Wires in Elective Forefoot Surgery (Articles)

Ismail Mohamed Hussein, Lei Wang, Bin Yu

Open Journal of Orthopedics Vol.11 No.2, February 26, 2021

DOI: 10.4236/ojo.2021.112006 685 Downloads 7,740 Views Citations
Pricing Exotic Derivatives for Cryptocurrency Assets—A Monte Carlo Perspective (Articles)

Mesias Alfeus, Shiam Kannan

Journal of Mathematical Finance Vol.11 No.4, November 11, 2021

DOI: 10.4236/jmf.2021.114033 485 Downloads 3,259 Views Citations
Financial Derivatives: The Concepts, Operations, and Impact on the Nigerian Economy (Articles)

Fadimatu Jalal-Eddeen, Zainab J. Saleh

Open Access Library Journal Vol.9 No.1, January 19, 2022

DOI: 10.4236/oalib.1108102 306 Downloads 2,808 Views Citations
Impacts of Property Taxes on Planning and Settlement Development—Germany as a Living Lab (Articles)

Dirk Löhr

Modern Economy Vol.14 No.3, March 10, 2023

DOI: 10.4236/me.2023.143014 1,372 Downloads 4,190 Views Citations
Internationalization Strategies: A Theoretical Approach to the Input Mode Choices in the Foreign Market and the Inclusion of Real Options Modeling for Decision Making (Articles)

Lucimeire Cordeiro da Silva, Josir Simeone Gomes

Open Journal of Business and Management Vol.11 No.5, September 12, 2023

DOI: 10.4236/ojbm.2023.115118 300 Downloads 1,576 Views Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.4, November 7, 2023

DOI: 10.4236/jmf.2023.134027 344 Downloads 1,515 Views Citations
The Valuation of Options on Real Estate Using Laplace Transforms (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.14 No.4, August 28, 2024

DOI: 10.4236/tel.2024.144081 126 Downloads 727 Views Citations

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